+5.3%
HUM vs WYNN
-11.0%
+16.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.3% |
| 7D | +2.1% | -4.2% | +6.3% | +2.2% |
| 30D | +5.4% | -14.6% | +20.0% | +6.1% |
| 3M | +11.4% | -18.4% | +29.8% | +12.4% |
| 6M | +141.5% | -11.9% | +153.4% | +142.4% |
| YTD | +61.2% | -26.6% | +87.8% | +63.3% |
| 1Y | +49.2% | -28.5% | +77.7% | +50.9% |
| 3Y | -9.0% | -5.1% | -3.9% | -10.1% |
| All | +5.3% | -11.0% | +16.3% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WYNN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling